-43.2%
INTU vs PPG
-15.7%
-27.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | +0.1% | +0.7% | -0.7% | -0.3% |
| 30D | +10.1% | +17.6% | -7.5% | +2.6% |
| 3M | -4.2% | +7.5% | -11.6% | -7.3% |
| 6M | -7.2% | +17.6% | -24.9% | -14.9% |
| YTD | -47.7% | +22.6% | -70.3% | -54.7% |
| 1Y | -46.7% | +28.0% | -74.7% | -55.0% |
| 3Y | -34.1% | +1.8% | -35.9% | -38.0% |
| All | -43.2% | -15.7% | -27.6% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling